+151.0%
ETR vs MTB
+113.0%
+38.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | +1.9% | -4.2% | +6.0% | +2.7% |
| 3M | +1.0% | +7.8% | -6.8% | -0.5% |
| 6M | +4.8% | +14.8% | -10.0% | +2.1% |
| YTD | +19.5% | +20.8% | -1.2% | +14.9% |
| 1Y | +28.1% | +23.1% | +5.0% | +22.5% |
| All | +151.0% | +113.0% | +38.0% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling